When is Costco Liquor not Costco Liquor? When it’s with Colorado Springs’ first Costco membership warehouse. The Springs Costco can’t carry liquor because of Colorado law. (A bill that would have allowed grocery and convenience stores to sell wine and full-strength beer failed last week in the Senate Judiciary Committee.) There is a liquor store adjoining the new Costco, but it is not part of Costco. “It’s a third party completely independent of Costco,” said Springs Costco manager John Wynns.